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The Journal of Portfolio Management最新文献

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From Risk Parity to Outcome Risk Parity: A Review and Extension of the Risk Parity Portfolio with Return Predictability 从风险平价到结果风险平价：具有收益可预测性的风险平价投资组合的回顾与扩展
The Journal of Portfolio Management Pub Date : 2024-02-29 DOI: 10.3905/jpm.2024.50.5.073
Giulio Renzi-Ricci, Oliver Harvey, Lucas Baynes
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引用次数: 0
A Rational Multi-Asset Portfolio Rebalancing Decision-Making Framework 合理的多资产组合再平衡决策框架
The Journal of Portfolio Management Pub Date : 2024-02-29 DOI: 10.3905/jpm.2024.50.5.011
Yu Zhang, H. Ahluwalia
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引用次数: 0
How Should the Long-Term Investor Harvest Variance Risk Premiums? 长期投资者应如何获取方差风险溢价？
The Journal of Portfolio Management Pub Date : 2024-02-24 DOI: 10.3905/jpm.2024.1.600
Julian Dörries, Olaf Korn, Gabriel J. Power
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引用次数: 0
Honey, the Fed Shrunk the Equity Premium: Asset Allocation in a Higher-Rate World 亲爱的，美联储缩减了股票溢价：高利率世界中的资产配置
The Journal of Portfolio Management Pub Date : 2024-02-24 DOI: 10.3905/jpm.2024.1.601
Thomas Maloney
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引用次数: 0
Transaction Cost–Optimized Equity Factors around the World 世界各地的交易成本优化股权因素
The Journal of Portfolio Management Pub Date : 2024-02-22 DOI: 10.3905/jpm.2024.1.599
Filip Bašić, Harald Lohre, Alberto Martín-Utrera, Ingmar Nolte, Sandra Nolte
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引用次数: 0
Impact of ESG Objectives on a Portfolio 环境、社会和公司治理目标对投资组合的影响
The Journal of Portfolio Management Pub Date : 2024-02-17 DOI: 10.3905/jpm.2024.1.597
François Soupe, Guillaume Kovarcik
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引用次数: 0
Sizing Matters: Optimal Scaling of Long and Short Exposures in Equity Portfolios 规模很重要：股票投资组合中多头和空头风险的最佳规模
The Journal of Portfolio Management Pub Date : 2024-02-16 DOI: 10.3905/jpm.2024.1.596
Ross French
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引用次数: 0
Editor’s Introduction for 2024 Special Issue on Multi-Asset Strategies and Asset Allocation 2024 年多资产战略与资产配置特刊》编辑导言
The Journal of Portfolio Management Pub Date : 2024-02-16 DOI: 10.3905/jpm.2024.1.593
Frank J. Fabozzi
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引用次数: 0
Residual-Free Attribution 无残留署名
The Journal of Portfolio Management Pub Date : 2024-02-16 DOI: 10.3905/jpm.2024.1.595
Xavier Gérard
{"title":"Residual-Free Attribution","authors":"Xavier Gérard","doi":"10.3905/jpm.2024.1.595","DOIUrl":"https://doi.org/10.3905/jpm.2024.1.595","url":null,"abstract":"","PeriodicalId":501547,"journal":{"name":"The Journal of Portfolio Management","volume":"59 31","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-02-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139960917","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Impact of Climate Change Risk on Long-Term Asset Allocation 气候变化风险对长期资产配置的影响
The Journal of Portfolio Management Pub Date : 2024-01-30 DOI: 10.3905/jpm.2024.1.586
Jean-Charles Bertrand, Guillaume Coqueret, Nicholas McLoughlin, Stéphane Mesnard
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引用次数: 0
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